Cold blue works like a charm. The best is Oxpho-blue that I got at Brownells. The cream is the material that works. Here is a link:
http://www.brownells.com/.aspx/pid=1108/Product/OXPHO_BLUE_reg__CREME
Follow the links. Placing some on 0000 steel wool accelerates the darkening process. It reacts with the steel wool and accelerates the reaction on other metals as well. The steel wool surface area is the key here. Use this to darken the metal as you see fit. Follow the directions, degrease, wipe clean, apply, stop with water and repeat. Steel wool can always be used to remove any light blue sheen that is sometimes seen if directions are not followed. Reaction is 100% stopped by oil addition. That is why you must degrease first.
Easy enough....
I agree the pen is terrible.